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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,722 CHF | 57,722 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.84% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 58,542 CHF | 59,549 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,379 CHF | 56,379 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.07% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 98,229 | 98,213 | 53,702 CHF | 54,694 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 53,465 CHF | 54,468 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,593 | 99,593 | 60,031 CHF | 61,033 CHF | 95.64% | 95.64% |
| 12/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,486 CHF | 62,486 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,965 CHF | 64,965 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,542 CHF | 72,542 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.47% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 68,836 CHF | 69,837 CHF | 99.99% | 99.99% |
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